+9.8%
CG vs STZ
-36.5%
+46.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -0.1% |
| 7D | -1.3% | -7.4% | +6.1% | +1.5% |
| 30D | -3.2% | -10.9% | +7.7% | +0.8% |
| 3M | +6.2% | -13.4% | +19.6% | +11.4% |
| 6M | -4.7% | -16.2% | +11.5% | +0.6% |
| YTD | -20.6% | -10.4% | -10.2% | -19.8% |
| 1Y | -26.4% | -14.8% | -11.6% | -24.1% |
| 3Y | +55.4% | -50.1% | +105.5% | +104.9% |
| 5Y | +9.8% | -38.8% | +48.6% | +19.8% |
| All | +9.8% | -36.5% | +46.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling